Manager - Model Validation - Credit Risk

Recruiter
Eximius Finance
Location
London, United Kingdom
Salary
£90,000
Posted
23 Jul 2022
Closes
22 Aug 2022
Ref
8158456
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities
  • Carry out independent validation of new and existing credit risk models.
  • Review the model development process including assessment of model components against regulatory requirements.
  • Provide quantitative assessment of models performance using statistical testing.
  • Work with internal teams to improve existing models.
  • Manage end to end validation of credit risk models.


Essential Requirements
  • Minimum masters degree in a statistical subject including, Statistics, Economometrics, Mathematics or quant.
  • Proven working experiene in quantitative modelling or model validation in credit risk.
  • Strong regulatory knowledge (CRR, PRA, EBA)
  • Great statistical and data analysis skills including SAS, R and C++.

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